Pages that link to "Item:Q4226869"

The following pages link to MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES (Q4226869):

Displaying 18 items.

• Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
• Tractable hedging with additional hedge instruments (Q539149) (← links)
• Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces (Q605878) (← links)
• Mean square error for the Leland-Lott hedging strategy: convex pay-offs (Q650775) (← links)
• Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
• Option replication with transaction costs: general diffusion limits (Q1296601) (← links)
• Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. (Q1605429) (← links)
• Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
• DIFFERENTIAL GAME-THEORETIC THOUGHTS ON OPTION PRICING AND TRANSACTION COSTS (Q2701834) (← links)
• A TRANSACTION COST CONVERGENCE RESULT FOR GENERAL HEDGING STRATEGIES (Q2746224) (← links)
• Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs (Q3063878) (← links)
• PRICING OF RAINBOW OPTIONS: GAME THEORETIC APPROACH (Q3502817) (← links)
• THE LEAST COST SUPER REPLICATING PORTFOLIO IN THE BOYLE–VORST MODEL WITH TRANSACTION COSTS (Q3520393) (← links)
• Valuation of European options with stochastic interest rates and transaction costs (Q5063448) (← links)
• Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
• An endogenous volatility approach to pricing and hedging call options with transaction costs (Q5397412) (← links)
• Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (Q5696867) (← links)
• Rational hedging with a diversity of implied volatilities (Q6643152) (← links)